We present a systematic approach to supersymmetric holographicrenormalization for a generic 5D $\mathcal{N}=2$ gauged supergravity theorywith matter multiplets, including its fermionic sector, with all gauge fieldsconsistently set to zero. We determine the complete set of supersymmetric localboundary counterterms, including the finite counterterms that parameterize thechoice of supersymmetric renormalization scheme. This allows us to deriveholographically the superconformal Ward identities of a 4D superconformal fieldtheory on a generic background, including the Weyl and super-Weyl anomalies.Moreover, we show that these anomalies satisfy the Wess-Zumino consistencycondition. The super-Weyl anomaly implies that the fermionic operators of thedual field theory, such as the supercurrent, do not transform as tensors underrigid supersymmetry on backgrounds that admit a conformal Killing spinor, andtheir anticommutator with the conserved supercharge contains anomalous terms.This property is explicitly checked for a toy model. Finally, using theanomalous transformation of the supercurrent, we obtain the anomaly-correctedsupersymmetry algebra on curved backgrounds admitting a conformal Killingspinor.